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ESIE.DE vs. WENS.L
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

ESIE.DE vs. WENS.L - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in iShares MSCI Europe Energy Sector UCITS ETF EUR (Acc) (ESIE.DE) and iShares MSCI World Energy Sector UCITS ETF USD (Dist) (WENS.L). The values are adjusted to include any dividend payments, if applicable.

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Different Trading Currencies

ESIE.DE is traded in EUR, while WENS.L is traded in GBP. To make them comparable, the WENS.L values have been converted to EUR using the latest available exchange rates.

Returns By Period

The year-to-date returns for both stocks are quite close, with ESIE.DE having a 34.60% return and WENS.L slightly lower at 33.20%.


ESIE.DE

1D
-1.99%
1M
1.06%
YTD
34.60%
6M
36.03%
1Y
46.88%
3Y*
16.90%
5Y*
19.14%
10Y*

WENS.L

1D
0.00%
1M
3.18%
YTD
33.20%
6M
33.93%
1Y
41.16%
3Y*
15.19%
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

ESIE.DE vs. WENS.L - Yearly Performance Comparison


2026 (YTD)2025202420232022
ESIE.DE
iShares MSCI Europe Energy Sector UCITS ETF EUR (Acc)
34.60%15.21%-6.63%8.64%10.71%
WENS.L
iShares MSCI World Energy Sector UCITS ETF USD (Dist)
33.20%1.17%8.86%0.08%14.39%

Correlation

The correlation between ESIE.DE and WENS.L is 0.79, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.79

Correlation (3Y)
Calculated over the trailing 3-year period

0.79

Correlation (All Time)
Calculated using the full available price history since Jun 30, 2022

0.80

The correlation between ESIE.DE and WENS.L has been stable across timeframes, ranging from 0.79 to 0.80 - a consistent structural relationship.

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Return for Risk

ESIE.DE vs. WENS.L — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

ESIE.DE
ESIE.DE Risk / Return Rank: 7070
Overall Rank
ESIE.DE Sharpe Ratio Rank: 7171
Sharpe Ratio Rank
ESIE.DE Sortino Ratio Rank: 6161
Sortino Ratio Rank
ESIE.DE Omega Ratio Rank: 6767
Omega Ratio Rank
ESIE.DE Calmar Ratio Rank: 8181
Calmar Ratio Rank
ESIE.DE Martin Ratio Rank: 7171
Martin Ratio Rank

WENS.L
WENS.L Risk / Return Rank: 6666
Overall Rank
WENS.L Sharpe Ratio Rank: 7272
Sharpe Ratio Rank
WENS.L Sortino Ratio Rank: 6060
Sortino Ratio Rank
WENS.L Omega Ratio Rank: 7171
Omega Ratio Rank
WENS.L Calmar Ratio Rank: 6767
Calmar Ratio Rank
WENS.L Martin Ratio Rank: 6060
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

ESIE.DE vs. WENS.L - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares MSCI Europe Energy Sector UCITS ETF EUR (Acc) (ESIE.DE) and iShares MSCI World Energy Sector UCITS ETF USD (Dist) (WENS.L). Risk-adjusted metrics are performance indicators that assess an investment's returns in relation to its risk, enabling a more accurate comparison of different investment options.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.


ESIE.DEWENS.LDifference
Sharpe ratioReturn per unit of total volatility

+0.11

Sortino ratioReturn per unit of downside risk

+0.11

Omega ratioGain probability vs. loss probability

1.35

1.35

+0.01

Calmar ratioReturn relative to maximum drawdown

3.78

2.80

+0.98

Martin ratioReturn relative to average drawdown

11.72

9.06

+2.66

ESIE.DE vs. WENS.L - Sharpe Ratio Comparison

The current ESIE.DE Sharpe Ratio is 2.03, which is comparable to the WENS.L Sharpe Ratio of 1.92. The chart below compares the historical Sharpe Ratios of ESIE.DE and WENS.L, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Drawdowns

ESIE.DE vs. WENS.L - Drawdown Comparison

The maximum ESIE.DE drawdown since its inception was -26.16%, which is greater than WENS.L's maximum drawdown of -23.62%. Use the drawdown chart below to compare losses from any high point for ESIE.DE and WENS.L.


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Drawdown Indicators


ESIE.DEWENS.LDifference

Max Drawdown

Largest peak-to-trough decline

-26.16%

-23.62%

-2.54%

Max Drawdown (1Y)

Largest decline over 1 year

-12.34%

-14.78%

+2.44%

Max Drawdown (3Y)

Largest decline over 3 years

-26.16%

-23.62%

-2.54%

Max Drawdown (5Y)

Largest decline over 5 years

-26.16%

Current Drawdown

Current decline from peak

-7.50%

-6.74%

-0.76%

Average Drawdown

Average peak-to-trough decline

-6.66%

-8.59%

+1.93%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.99%

4.56%

-0.57%

Volatility

ESIE.DE vs. WENS.L - Volatility Comparison

iShares MSCI Europe Energy Sector UCITS ETF EUR (Acc) (ESIE.DE) has a higher volatility of 7.16% compared to iShares MSCI World Energy Sector UCITS ETF USD (Dist) (WENS.L) at 6.55%. This indicates that ESIE.DE's price experiences larger fluctuations and is considered to be riskier than WENS.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


ESIE.DEWENS.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

7.16%

6.55%

+0.61%

Volatility (6M)

Calculated over the trailing 6-month period

20.12%

18.46%

+1.66%

Volatility (1Y)

Calculated over the trailing 1-year period

23.02%

21.52%

+1.50%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

23.78%

22.05%

+1.73%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

24.15%

22.05%

+2.10%

ESIE.DE vs. WENS.L - Expense Ratio Comparison

ESIE.DE has a 0.18% expense ratio, which is lower than WENS.L's 0.25% expense ratio. Despite the difference, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.


Dividends

ESIE.DE vs. WENS.L - Dividend Comparison

ESIE.DE has not paid dividends to shareholders, while WENS.L's dividend yield for the trailing twelve months is around 1.28%.


PositionTTM2025202420232022
ESIE.DE
iShares MSCI Europe Energy Sector UCITS ETF EUR (Acc)
0.00%0.00%0.00%0.00%0.00%
WENS.L
iShares MSCI World Energy Sector UCITS ETF USD (Dist)
1.28%3.25%3.52%3.61%1.77%

Frequently Asked Questions


ESIE.DE and WENS.L have a correlation of 0.79, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, ESIE.DE is cheaper at 0.18% per year. The better choice depends on whether you care most about return, fees, risk, or income.

ESIE.DE is cheaper with a 0.18% expense ratio, compared with 0.25% for WENS.L.

Both ETFs track MSCI World/Energy NR USD. Their fees differ too: 0.18% for ESIE.DE and 0.25% for WENS.L.

Portfolio Optimizer

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